Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 00:00:00+00:00 0.649954 0.733661 0.828526 0.944948 1.085294 1.250735 1.463105
2024-12-15 00:00:00+00:00 0.567135 0.674319 0.805202 0.979836 1.211592 1.515992 1.959353
2024-12-22 00:00:00+00:00 0.518384 0.642159 0.802662 1.032394 1.364163 1.845964 2.641459
2024-12-29 00:00:00+00:00 0.472461 0.604542 0.784288 1.057025 1.480796 2.155022 3.412131
2025-01-05 00:00:00+00:00 0.433903 0.570348 0.763741 1.072413 1.584590 2.472404 4.341746
2025-01-12 00:00:00+00:00 0.397139 0.533430 0.733094 1.065495 1.649058 2.741240 5.322628
2025-01-19 00:00:00+00:00 0.356744 0.486504 0.681108 1.015102 1.626486 2.839975 5.988838
2025-01-26 00:00:00+00:00 0.336461 0.467219 0.668923 1.028235 1.721292 3.205609 7.582686
2025-02-02 00:00:00+00:00 0.319360 0.450871 0.659074 1.043178 1.822398 3.623372 9.713789
2025-02-09 00:00:00+00:00 0.299721 0.428612 0.636857 1.031884 1.866838 3.924508 11.795088
2025-02-16 00:00:00+00:00 0.285528 0.413754 0.625340 1.038641 1.951649 4.368113 15.070436
2025-02-23 00:00:00+00:00 0.265349 0.387529 0.591678 0.997541 1.918660 4.468631 16.927088
2025-03-02 00:00:00+00:00 0.245784 0.361557 0.557263 0.952813 1.873822 4.537041 18.917778
2025-03-09 00:00:00+00:00 0.237772 0.354324 0.555515 0.974561 1.997794 5.214028 26.569136
2025-03-16 00:00:00+00:00 0.233307 0.352673 0.563575 1.018051 2.190745 6.269810 42.232588
2025-03-23 00:00:00+00:00 0.225999 0.345487 0.560542 1.036837 2.323112 7.207087 64.296507
2025-03-30 00:00:00+00:00 0.218443 0.337292 0.554762 1.048524 2.439485 8.188182 100.324929
2025-04-06 00:00:00+00:00 0.209276 0.325587 0.541102 1.039849 2.492029 8.921580 147.650439
2025-04-13 00:00:00+00:00 0.196515 0.306650 0.511741 0.990000 2.401265 8.830596 167.888927
2025-04-20 00:00:00+00:00 0.191020 0.300679 0.507874 1.002000 2.519286 10.063341 312.857226
2025-04-27 00:00:00+00:00 0.186079 0.295408 0.504959 1.015994 2.649945 11.564746 709.812490
2025-05-04 00:00:00+00:00 0.179154 0.286028 0.492842 1.004854 2.687920 12.499080 1467.057937
2025-05-11 00:00:00+00:00 0.174244 0.280174 0.487646 1.011213 2.794975 14.158844 6085.377441